+1,195.0%
FITB vs SUI
+4,037.5%
-2,842.5%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.2% | +0.1% |
| 7D | +0.6% | -2.8% | +3.4% | +2.6% |
| 30D | -4.7% | -1.2% | -3.6% | -4.2% |
| 3M | +6.7% | -1.7% | +8.4% | +7.4% |
| 6M | +12.6% | -10.5% | +23.0% | +20.6% |
| YTD | +19.1% | -1.8% | +21.0% | +19.3% |
| 1Y | +22.6% | -4.1% | +26.7% | +24.2% |
| 3Y | +127.1% | +11.3% | +115.9% | +100.0% |
| 5Y | +71.8% | -32.1% | +103.9% | +106.3% |
| 10Y | +287.2% | +110.4% | +176.7% | +88.6% |
| All | +1,195.0% | +4,037.5% | -2,842.5% | +11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SUI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling